Additional information is available for the following registered author(s):

• Markus K. Brunnermeier

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 66 (2002)
Issue (Month): 2-3 ()
Pages: 341-360
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:341-360

Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505576

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. R. Andergassen, 2003. "Rational destabilising speculation and the riding of bubbles," Working Papers 475, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
2. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221_v1, HAL. [Downloadable!]
3. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
4. G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Schwert, G. William, 2003. "Anomalies and market efficiency," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 15, pages 939-974 Elsevier. [Downloadable!] (restricted)
5. Kaizoji, Taisei & Sornette, Didier, 2008. "Market Bubbles and Chrashes," MPRA Paper 15204, University Library of Munich, Germany. [Downloadable!]
   Other versions:
   • T. Kaizoji & D. Sornette, 2008. "Market bubbles and crashes," Quantitative Finance Papers 0812.2449, arXiv.org. [Downloadable!]
6. Louis Gagnon & Jonathan Witmer, 2009. "Short Changed? The Market's Reaction to the Short Sale Ban of 2008," Working Papers 09-23, Bank of Canada. [Downloadable!]
7. Hitoshi Matsushima, 2008. "Effects of Reputation in Bubbles and Crashes," CIRJE F-Series CIRJE-F-560, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
8. Jaideep Bedi & Anthony Richards & Paul Tennant, 2003. "The Characteristics and Trading Behaviour of Dual-listed Companies," RBA Research Discussion Papers rdp2003-06, Reserve Bank of Australia. [Downloadable!]
9. Hideaki Sakawa & Naoki Watanabel, 2006. "A Note on Synchronization Risk and Delayed Arbitrage," Economics Bulletin, Economics Bulletin, vol. 7(7), pages 1-12. [Downloadable!]
10. Markus K Brunnermeier & John Morgan, 2004. "Clock Games: Theory and Experiments," Levine's Bibliography 122247000000000401, UCLA Department of Economics. [Downloadable!]
11. Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-606, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
12. Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2008. "Cognitive Abilities and Behavioral Biases," IZA Discussion Papers 3481, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
    • Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2009. "Cognitive Abilities and Behavioral Biases," Working Papers 0465, University of Heidelberg, Department of Economics. [Downloadable!]
    • Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2008. "Cognitive Abilities and Behavioral Biases," Sonderforschungsbereich 504 Publications 08-05, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    • Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2009. "Cognitive abilities and behavioral biases," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 147-152, October. [Downloadable!] (restricted)

Did you know? You too can volunteer with RePEc.

This page was last updated on 2009-12-3.